derivitec.risk_engine.types.EqVanna¶
- class derivitec.risk_engine.types.EqVanna(risk_measure_id_stored=None, vol_surface_spot_model=SpotModel.StickyDelta, sticky_smile_ratio=0.0, use_contract_currency=False)[source]¶
- __init__(risk_measure_id_stored=None, vol_surface_spot_model=SpotModel.StickyDelta, sticky_smile_ratio=0.0, use_contract_currency=False)[source]¶
- Parameters:
risk_measure_id_stored – The risk measure id stored
Methods
IsKeyValuePairListType(key_class_instance, ...)__init__([risk_measure_id_stored, ...])json_params()JSON param names.
rebuild(content)Recursive rebuild.
recursive_decompose(item)Helper function to recursively convert some types to a suitable format for json.
to_dict()typename()